NeSVM (Nesterov’s method for SVM) code for our ICDM 2010 paper

You can now download MATLAB code for NeSVM from here.  In the code, options.mu is a key parameter to adjust the trade-off between consistent decreasing of primal object function, and the speed. So you need to roughly tune it to find a good trade-off point.

It is normal to see fluctuation in the first several steps, this is common when applying Nesterov’s method.

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About tianyizhou

Research Assistant at University Washington, Seattle, Working on Machine Learning & Statistics in MODE lab leaded by Prof. Carlos Guestrin, and MELODI lab leaded by Prof. Jeff Bilmes.
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